Battlelore and it's expansions gives me four nations: Dwarf, Goblin, Medieval French & Medieval British.
Where to find compatible figures that won't cost a fortune?
Looking at games I already have, Zombies has, as you would imagine, quite a lot of Zombie figures. There's the basis for an Undead army.
I acquired Age of Mythology for £10 on eBay. That's mythical Greek, Egyptian and Norse armies.
Caesar Miniatures produce boxes of 1/72 scale plastic figures that are just about the right size. With having troop units represented by a base of 2 figures, 1 box of Caesar Miniatures provides the basis for an army. That's coming in at £6 to £7 each. They even have a fantasy range. Sitting at my local sorting office right now is a package containing Orc, Elf, Undead and Adventurers - the Adventurers box to be used to provide characters for a variety of armies.
But there are also the historical ranges. What can I add that has it's own flavour?
Roman. Create an attribute "Drilled" that makes them easy to manoeuvre around the field of battle.
Japanese. Samurai & Ninjas. Make the Ninjas assassins - give them the ability to target opposing characters.
Arab. Saracens, plus a magician on a flying carpet and a djinni.
Cossack. Light cavalry, at home on the frozen steppes.
Hussite. Hey! War Wagons! Plus a lot of peasant infantry.
How about one based on Leonardo da Vinci's inventions? Pike & shot, plus cannons, a steam tank and an airship.
There's certainly a few more that I could come up with, but I was struggling to find armies that had their own character.
I'll need one or two monsters on top of those boxed sets. There's a few manufacturers of 15mm scale fantasy figures. Although a little undersized, they should be fine for anything non-human - this is a fantasy world after all! 15mm.co.uk and Magister Militum will probably both see some of my custom.
Heck, if I'm going down that route I could use any 15mm non-human miniatures to create an army. It will be a little more expensive than the plastic figures, but I'm not using many figures. It still comes in at around £15 per army. From the manufacturers above I can find Halfling, Demon, Elemental, Ratmen Lizardmen, Prehistoric and Meerkat (!) armies. I don't think that I can resist those Meerkats. The Meerkat mounted on a giant cobra is just about the coolest thing ever!
I think that's 24 separate armies. I still can't work out whether that's overkill or not.